ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 11-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
Open |
117-130 |
117-073 |
-0-058 |
-0.2% |
117-265 |
High |
117-165 |
117-130 |
-0-035 |
-0.1% |
117-293 |
Low |
117-087 |
117-067 |
-0-020 |
-0.1% |
117-135 |
Close |
117-093 |
117-110 |
0-018 |
0.0% |
117-175 |
Range |
0-078 |
0-063 |
-0-015 |
-19.3% |
0-158 |
ATR |
0-084 |
0-083 |
-0-002 |
-1.8% |
0-000 |
Volume |
6,179 |
25,834 |
19,655 |
318.1% |
15,047 |
|
Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-290 |
117-263 |
117-144 |
|
R3 |
117-228 |
117-200 |
117-127 |
|
R2 |
117-165 |
117-165 |
117-121 |
|
R1 |
117-138 |
117-138 |
117-116 |
117-151 |
PP |
117-103 |
117-103 |
117-103 |
117-109 |
S1 |
117-075 |
117-075 |
117-104 |
117-089 |
S2 |
117-040 |
117-040 |
117-099 |
|
S3 |
116-297 |
117-012 |
117-093 |
|
S4 |
116-235 |
116-270 |
117-076 |
|
|
Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-033 |
118-262 |
117-262 |
|
R3 |
118-196 |
118-104 |
117-218 |
|
R2 |
118-038 |
118-038 |
117-204 |
|
R1 |
117-267 |
117-267 |
117-189 |
117-234 |
PP |
117-201 |
117-201 |
117-201 |
117-184 |
S1 |
117-109 |
117-109 |
117-161 |
117-076 |
S2 |
117-043 |
117-043 |
117-146 |
|
S3 |
116-206 |
116-272 |
117-132 |
|
S4 |
116-048 |
116-114 |
117-088 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-076 |
2.618 |
117-294 |
1.618 |
117-231 |
1.000 |
117-193 |
0.618 |
117-169 |
HIGH |
117-130 |
0.618 |
117-106 |
0.500 |
117-099 |
0.382 |
117-091 |
LOW |
117-067 |
0.618 |
117-029 |
1.000 |
117-005 |
1.618 |
116-286 |
2.618 |
116-224 |
4.250 |
116-122 |
|
|
Fisher Pivots for day following 11-May-2017 |
Pivot |
1 day |
3 day |
R1 |
117-106 |
117-116 |
PP |
117-103 |
117-114 |
S1 |
117-099 |
117-112 |
|